iShares MSCI Min Vol USA ETF CADH (XMS.TO)
38.22
-0.40
(-1.04%)
CAD |
TSX |
Nov 14, 16:00
XMS.TO Max Drawdown (5Y): 36.48% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 36.48% |
| August 31, 2024 | 36.48% |
| July 31, 2024 | 36.48% |
| June 30, 2024 | 36.48% |
| May 31, 2024 | 36.48% |
| April 30, 2024 | 36.48% |
| March 31, 2024 | 36.48% |
| February 29, 2024 | 36.48% |
| January 31, 2024 | 36.48% |
| December 31, 2023 | 36.48% |
| November 30, 2023 | 36.48% |
| October 31, 2023 | 36.48% |
| September 30, 2023 | 36.48% |
| August 31, 2023 | 36.48% |
| July 31, 2023 | 36.48% |
| June 30, 2023 | 36.48% |
| May 31, 2023 | 36.48% |
| April 30, 2023 | 36.48% |
| March 31, 2023 | 36.48% |
| February 28, 2023 | 36.48% |
| January 31, 2023 | 36.48% |
| December 31, 2022 | 36.48% |
| November 30, 2022 | 36.48% |
| October 31, 2022 | 36.48% |
| September 30, 2022 | 36.48% |
| Date | Value |
|---|---|
| August 31, 2022 | 36.48% |
| July 31, 2022 | 36.48% |
| June 30, 2022 | 36.48% |
| May 31, 2022 | 36.48% |
| April 30, 2022 | 36.48% |
| March 31, 2022 | 36.48% |
| February 28, 2022 | 36.48% |
| January 31, 2022 | 36.48% |
| December 31, 2021 | 36.48% |
| November 30, 2021 | 36.48% |
| October 31, 2021 | 36.48% |
| September 30, 2021 | 36.48% |
| August 31, 2021 | 36.48% |
| July 31, 2021 | 36.48% |
| June 30, 2021 | 36.48% |
| May 31, 2021 | 36.48% |
| April 30, 2021 | 36.48% |
| March 31, 2021 | 36.48% |
| February 28, 2021 | 36.48% |
| January 31, 2021 | 36.48% |
| December 31, 2020 | 36.48% |
| November 30, 2020 | 36.48% |
| October 31, 2020 | 36.48% |
| September 30, 2020 | 36.48% |
| August 31, 2020 | 36.48% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
12.24%
Minimum
Nov 2019
36.48%
Maximum
Mar 2020
34.84%
Average
36.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.797 |
| Beta (5Y) | 0.7749 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.095 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7003 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.47% |
| Historical Sharpe Ratio (5Y) | 0.3069 |
| Historical Sortino (5Y) | 0.3043 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.51% |